SQL Plus: how to change directory and show current working directory
Even I had the same issue. I tried to find the solution, but I settled down for a run.sql file solution. You can try some thing like this.
C:\Guru>Dir11/27/2009 10:29 AM <DIR> .11/27/2009 10:29 AM <DIR> ..09/02/2009 07:15 PM <DIR> fol09/02/2009 08.15 PM run.sql
In run.sql specify
@"c:\Guru\fol\a.sql"show error@"c:\Guru\fol\b.sql"show error
And so on. You can give the folder structure as you wish. Even you can put them into windows BATCH file and execute them in one click.